The Exact Finite Sample Distribution of a Nonconsistent Structural Variance Estimator

DOI10.2307/1913882zbMath0313.62074OpenAlexW2033550085MaRDI QIDQ4072690

David H. Richardson, Robert L. Basmann

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913882

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (3)

Some consequences of model misspecification for \(t\) testing in a structural equation ⋮ Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system ⋮ Exact densities for variance estimators of the structural disturbances in simultaneous equations models

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